The following is the book value of the assets of a bank: Asset Book Value (in millions) U.S. Treasury securities $ 50 Municipal general obligation bonds 50 Residential mortgages 400 Commercial loans...

The following is the book value of the assets of a bank:

Asset	Book Value (in millions)
U.S. Treasury securities	$ 50
Municipal general obligation bonds	50
Residential mortgages	400
Commercial loans	200
Total book value	$700

a. Calculate the credit risk-weighted assets using the following information:

Asset	Risk Weight
U.S. Treasury securities	0%
Municipal general obligation bonds	20
Residential mortgages	50
Commercial loans	100

b. What is the minimum core capital requirement?

What is the minimum total capital requirement?

Jun 03, 2022

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